Iteratively calculating standard deviation for streamed data

ABSTRACT

The present invention extends to methods, systems, and computer program products for iteratively calculating standard deviation for streamed data. Embodiments of the invention include iteratively calculating standard deviation in a current computation window based on the standard deviation calculation for a previous computation window. Iteratively calculating standard deviation avoids visiting all previous input and performing redundant computations thereby increasing calculation efficiency. In general, streaming data is added to a buffer of size n until the buffer is filled up. Once the buffer is filled, a sum and standard deviation are calculated for the first n data points. As new data elements are received, a new sum is calculated by reusing the prior sum and a new standard deviation is calculated by reusing the prior standard deviation.

CROSS-REFERENCE TO RELATED APPLICATIONS

This application is a continuation of and claims the benefit of andpriority to U.S. patent application Ser. No. 13/711,624 entitled“Iteratively Calculating Standard Deviation For Streamed Data”, filedDec. 12, 2012 by Jizhu Lu, the entire contents of which are expresslyincorporated by reference.

BACKGROUND Background and Relevant Art

Computer systems and related technology affect many aspects of society.Indeed, the computer system's ability to process information hastransformed the way we live and work. Computer systems now commonlyperform a host of tasks (e.g., word processing, scheduling, accounting,etc.) that prior to the advent of the computer system were performedmanually. More recently, computer systems have been coupled to oneanother and to other electronic devices to form both wired and wirelesscomputer networks over which the computer systems and other electronicdevices can transfer electronic data. Accordingly, the performance ofmany computing tasks is distributed across a number of differentcomputer systems and/or a number of different computing environments.

As computer systems and computer networks continue to become moreprolific, ever increasing amounts of data are carried between thecomputer systems over the computer networks. Many types of data arestreamed from one computer system to another. Streaming data is datathat is constantly being received by and presented to an end user whilebeing delivered by a provider. Often this includes receiving similarlyformatted data elements in succession separated by some time interval.

Processing streamed data can include performing calculations on multipledata elements. Thus, a computer system receiving a stream of dataelements typically includes a buffer so that some number of dataelements can be stored. Processing the streamed data elements caninclude accessing data elements stored in the buffer. When performingstatistical calculations on streamed data elements, buffer requirementscan be quite large. For example, when calculating standard deviation, a(potentially large) number of data elements may need to be accessed.

Further, some statistical calculations are recalculated as new streameddata elements are received. Thus, the (potentially large) number of dataelements may need to be repeatedly accessed. For example, it may be thata standard deviation is used for a computation window that includes thelast N data elements in a data stream. As such, every time a new dataelement is received, the new element is added to the computation windowand the current N^(th) data element is moved out of the computationwindow. The N data elements in the computation window are then accessedto recalculate the standard deviation.

As such, each data element remains in the computation window for Nstandard deviation calculations before it is aged out of the computationwindow. Accordingly, each data element is read from the buffer N times.Performing statistical calculations on streamed data elements in thisway is time consuming and is an inefficient use of resources. Forexample, the computational complexity of calculating standard deviationin stream data is typically O(N).

BRIEF SUMMARY

The present invention extends to methods, systems, and computer programproducts for iteratively calculating standard deviation for streameddata. A computer system includes a buffer for storing streamed dataelements. A buffer window length indicates a specified number ofstreamed data elements for filling computation windows for the buffer.

The computer system accesses streamed data elements for a computationwindow of the buffer. The streamed data elements include an earlier (andpossibly initial) streamed data element and one or more additionalstreamed data elements. The earlier streamed data element was receivedprior to the one or more additional streamed data elements. The computersystem calculates a standard deviation for the computation window fromthe earlier streamed element and one or more additional streamedelements.

The computer system receives a new streamed data element subsequent toreceiving the one or more additional streamed data elements. Thecomputer system stores the new streamed data element in the buffer. Thecomputer system adjusts the computation window by: removing the earlierstreamed data element from the computation window and adding the newstreamed data element to the computation window.

The computer system iteratively calculates a next standard deviation forthe adjusted computation window by reusing the standard deviation forthe computation window. Calculating the next standard deviation includesaccessing the new streamed data element from the buffer and accessingthe standard deviation. Calculating the next standard deviation includesmathematically removing any contribution of the earlier streamed dataelement from the standard deviation. Calculating the next standarddeviation includes mathematically adding a contribution of the newstreamed data element to the standard deviation.

This summary is provided to introduce a selection of concepts in asimplified form that are further described below in the DetailedDescription. This Summary is not intended to identify key features oressential features of the claimed subject matter, nor is it intended tobe used as an aid in determining the scope of the claimed subjectmatter.

Additional features and advantages of the invention will be set forth inthe description which follows, and in part will be obvious from thedescription, or may be learned by the practice of the invention. Thefeatures and advantages of the invention may be realized and obtained bymeans of the instruments and combinations particularly pointed out inthe appended claims. These and other features of the present inventionwill become more fully apparent from the following description andappended claims, or may be learned by the practice of the invention asset forth hereinafter.

BRIEF DESCRIPTION OF THE DRAWINGS

In order to describe the manner in which the above-recited and otheradvantages and features of the invention can be obtained, a moreparticular description of the invention briefly described above will berendered by reference to specific embodiments thereof which areillustrated in the appended drawings. Understanding that these drawingsdepict only typical embodiments of the invention and are not thereforeto be considered to be limiting of its scope, the invention will bedescribed and explained with additional specificity and detail throughthe use of the accompanying drawings in which:

FIG. 1 illustrates an example computer architecture that facilitatesiteratively calculating standard deviation for streamed data.

FIG. 2 illustrates a flow chart of an example method for iterativelycalculating standard deviation for streamed data.

FIG. 3 illustrates data that is accessed from a computation window tocalculate a standard deviation.

FIG. 4A illustrates equations for iteratively calculating a samplestandard deviation.

FIG. 4B illustrates an equation for iteratively calculating a populationstandard deviation.

FIG. 5A illustrates an example of calculating standard deviation usingtraditional algorithms.

FIG. 5B illustrates an example of calculating standard deviation usingiterative algorithms.

FIG. 6 illustrates computational loads for traditional standarddeviation algorithms and iterative standard deviation algorithms.

FIG. 7 illustrates computational loads for traditional standarddeviation algorithms and iterative standard deviation algorithms.

DETAILED DESCRIPTION

The present invention extends to methods, systems, and computer programproducts for iteratively calculating standard deviation for streameddata. A computer system includes a buffer for storing streamed dataelements. A buffer window length indicates a specified number ofstreamed data elements for filling computation windows for the buffer.

The computer system accesses streamed data elements for a computationwindow of the buffer. The streamed data elements include an earlier (andpossibly initial) streamed data element and one or more additionalstreamed data elements. The earlier streamed data element was receivedprior to the one or more additional streamed data elements. The computersystem calculates a standard deviation for the computation window fromthe earlier streamed element and one or more additional streamedelements.

The computer system receives a new streamed data element subsequent toreceiving the one or more additional streamed data elements. Thecomputer system stores the new streamed data element in the buffer. Thecomputer system adjusts the computation window by: removing the earlierstreamed data element from the computation window and adding the newstreamed data element to the computation window.

The computer system iteratively calculates a next standard deviation forthe adjusted computation window by reusing the standard deviation forthe computation window. Calculating the next standard deviation includesaccessing the new streamed data element from the buffer and accessingthe standard deviation. Calculating the next standard deviation includesmathematically removing any contribution of the earlier streamed dataelement from the standard deviation. Calculating the next standarddeviation includes mathematically adding a contribution of the newstreamed data element to the standard deviation.

Embodiments of the present invention may comprise or utilize a specialpurpose or general-purpose computer including computer hardware, suchas, for example, one or more processors and system memory, as discussedin greater detail below. Embodiments within the scope of the presentinvention also include physical and other computer-readable media forcarrying or storing computer-executable instructions and/or datastructures. Such computer-readable media can be any available media thatcan be accessed by a general purpose or special purpose computer system.Computer-readable media that store computer-executable instructions arecomputer storage media (devices). Computer-readable media that carrycomputer-executable instructions are transmission media. Thus, by way ofexample, and not limitation, embodiments of the invention can compriseat least two distinctly different kinds of computer-readable media:computer storage media (devices) and transmission media.

Computer storage media (devices) includes RAM, ROM, EEPROM, CD-ROM,solid state drives (“SSDs”) (e.g., based on RAM), Flash memory,phase-change memory (“PCM”), other types of memory, other optical diskstorage, magnetic disk storage or other magnetic storage devices, or anyother medium which can be used to store desired program code means inthe form of computer-executable instructions or data structures andwhich can be accessed by a general purpose or special purpose computer.

A “network” is defined as one or more data links that enable thetransport of electronic data between computer systems and/or modulesand/or other electronic devices. When information is transferred orprovided over a network or another communications connection (eitherhardwired, wireless, or a combination of hardwired or wireless) to acomputer, the computer properly views the connection as a transmissionmedium. Transmissions media can include a network and/or data linkswhich can be used to carry desired program code means in the form ofcomputer-executable instructions or data structures and which can beaccessed by a general purpose or special purpose computer. Combinationsof the above should also be included within the scope ofcomputer-readable media.

Further, upon reaching various computer system components, program codemeans in the form of computer-executable instructions or data structurescan be transferred automatically from transmission media to computerstorage media (devices) (or vice versa). For example,computer-executable instructions or data structures received over anetwork or data link can be buffered in RAM within a network interfacemodule (e.g., a “NIC”), and then eventually transferred to computersystem RAM and/or to less volatile computer storage media (devices) at acomputer system. Thus, it should be understood that computer storagemedia (devices) can be included in computer system components that also(or even primarily) utilize transmission media.

Computer-executable instructions comprise, for example, instructions anddata which, when executed at a processor, cause a general purposecomputer, special purpose computer, or special purpose processing deviceto perform a certain function or group of functions. The computerexecutable instructions may be, for example, binaries, intermediateformat instructions such as assembly language, or even source code.Although the subject matter has been described in language specific tostructural features and/or methodological acts, it is to be understoodthat the subject matter defined in the appended claims is notnecessarily limited to the described features or acts described above.Rather, the described features and acts are disclosed as example formsof implementing the claims.

Those skilled in the art will appreciate that the invention may bepracticed in network computing environments with many types of computersystem configurations, including, personal computers, desktop computers,laptop computers, message processors, hand-held devices, multi-processorsystems, microprocessor-based or programmable consumer electronics,network PCs, minicomputers, mainframe computers, supercomputers, mobiletelephones, PDAs, tablets, pagers, routers, switches, and the like. Theinvention may also be practiced in distributed system environments wherelocal and remote computer systems, which are linked (either by hardwireddata links, wireless data links, or by a combination of hardwired andwireless data links) through a network, both perform tasks. In adistributed system environment, program modules may be located in bothlocal and remote memory storage devices.

Embodiments of the invention can also be implemented in cloud computingenvironments. In this description and the following claims, “cloudcomputing” is defined as a model for enabling on-demand network accessto a shared pool of configurable computing resources. For example, cloudcomputing can be employed in the marketplace to offer ubiquitous andconvenient on-demand access to the shared pool of configurable computingresources. The shared pool of configurable computing resources can berapidly provisioned via virtualization and released with low managementeffort or service provider interaction, and then scaled accordingly.

A cloud computing model can be composed of various characteristics suchas, for example, on-demand self-service, broad network access, resourcepooling, rapid elasticity, measured service, and so forth. A cloudcomputing model can also expose various service models, such as, forexample, Software as a Service (“SaaS”), Platform as a Service (“PaaS”),and Infrastructure as a Service (“IaaS”). A cloud computing model canalso be deployed using different deployment models such as privatecloud, community cloud, public cloud, hybrid cloud, and so forth. Inthis description and in the claims, a “cloud computing environment” isan environment in which cloud computing is employed.

Within this description and the following claims, a “circular buffer” isa data structure that uses a single, fixed-size buffer as if it wereconnected end-to-end. A circular buffer can also be referred to as acyclic buffer or a ring buffer.

Embodiments of the invention include iteratively calculating standarddeviation in a current computation window based on the standarddeviation calculation for a previous computation window. Iterativelycalculating standard deviation avoids visiting all previous input andperforming redundant computations thereby increasing calculationefficiency.

In general, streaming data is added to a buffer of size n until thebuffer is filled up. Once the buffer is filled, a sum and standarddeviation are calculated for the first n data points. As new dataelements are received, a new sum is calculated by reusing the prior sumand a new standard deviation is calculated by reusing the prior standarddeviation.

FIG. 1 illustrates an example computer architecture 100 that facilitatesiteratively calculating standard deviation for streamed data. Referringto FIG. 1, computer architecture 100 includes standard deviationcalculation module 121. Standard deviation calculation module 121 can beconnected to (or is part of) a network, such as, for example, a LocalArea Network (“LAN”), a Wide Area Network (“WAN”), and even theInternet. Accordingly, standard deviation calculation module 121 as wellas any other connected computer systems and their components, can sendand receive message related data (e.g., Internet Protocol (“IP”)datagrams and other higher layer protocols that utilize IP datagrams,such as, User Datagram Protocol (“UDP”), Real-time Streaming Protocol(“RTSP”), Real-time Transport Protocol (“RTP”), Microsoft® Media Server(“MMS”), Transmission Control Protocol (“TCP”), Hypertext TransferProtocol (“HTTP”), Simple Mail Transfer Protocol (“SMTP”), etc.) overthe network.

In generally, data stream 117 can be a sequence of digitally encodedsignals (e.g., packets of data or data packets) used to transmit orreceive information that is in the process of being transmitted. Datastream 117 can stream data elements, such as, for example, stock quotes,video data, audio data, data collected by any sensors, closed-captioningdata, real time text, etc., to computer architecture 100. Data stream117 can be a live stream or can stream stored data.

As streamed data elements are received, the streamed data elements canbe placed in a location within circular buffer 132. For example, dataelement 101 can be placed in location 132A, data element 112 can beplaced in location 132B, data element 113 can be placed in location132C, data element 114 can be placed in location 132D, data element 115can be placed in location 132E, data element 116 can be placed inlocation 132F, data element 103 can be placed in location 132G.

Subsequently, data element 104 can be received. Data element 104 can beplaced in location 132A (overwriting data element 101).

As depicted, circular buffer 132 has seven locations, 132A-132G and acomputation window of six (i.e., n=6). Data elements within thecomputation window can rotate as new data elements are placed withincircular buffer 132. For example, when data element 103 is placed inlocation 132G, computation window 133 and transition to computationwindow 133A. When data element 104 is subsequently placed in location132A, computation window 103A can transition to computation 133B.

In general, standard deviation calculation module 121 is configured tocalculate standard deviation for a set of data elements in a computationwindow. Standard deviation algorithm 122 is configured to calculate astandard deviation for data elements in a computation window. Standarddeviation algorithm 122 receives a full set of data elements (e.g., 6)from a computation window as input. Standard deviation algorithm 122calculates a standard deviation from the full set of data elements.Thus, each data element contributes to the calculated standarddeviation. Standard deviation algorithm 122 can be used for an initialstandard deviation calculation or when standard deviation calculationsare reset.

Iterative standard deviation algorithm is also configured to calculatestandard deviation for a set of data elements in a computation window.Iterative standard deviation algorithm 134 receives a prior standarddeviation value and a most recent data element from a computation windowas input. Iterative standard deviation algorithm 134 calculates a newstandard deviation from the prior standard deviation value and the mostrecent data element. Contribution removal module 136 can remove acontribution for the least recent data element from the prior standarddeviation. Contribution addition module 137 can add a contribution forthe most recent data element to the prior standard deviation. Removing acontribution for the least recent data element along with adding acontribution for the most recent data element can be used to calculatestandard deviation for the computation window.

FIG. 2 illustrates a flow chart of an example method 200 for iterativelycalculating standard deviation for streamed data. Method 200 will bedescribed with respect to the components and data of computerarchitecture 100.

Method 200 includes accessing streamed data elements for a computationwindow of the buffer, the streamed data elements including an earlierstreamed data element and one or more additional streamed data elements,the earlier streamed data element received prior to the one or moreadditional streamed data elements (201). For example, standard deviationcalculation module can access data elements 101, 112, 113, 114, 115, and116 for computation window 133 of buffer 132. Data element 101 can bethe earlier (and potentially initially) streamed element and dataelements 112, 113, 114, 115, and 116 can be the one or more additionalelements. Data element 101 can be received prior to data elements 112,113, 114, 115, and 116.

Method 200 includes calculating a standard deviation for the computationwindow from the earlier streamed element and one or more additionalstreamed elements (202). For example, standard deviation algorithm 122can be used to calculate standard deviation 141 from data element 101and data elements 112, 113, 114, 115, and 116. As depicted, standarddeviation includes contribution 151, contribution 162, and othercontributions 152. Contribution 151 is a contribution from data element101 to standard deviation 141. Contribution 162 is a contribution fromdata element 112 to standard deviation 141. Other contributions 152 arecontributions from data elements 113, 114, 115, and 116 to standarddeviation 141.

Method 200 includes receiving a new streamed data element subsequent toreceiving the one or more additional streamed data elements (203). Forexample, data element 103 can be received subsequent to receiving dataelements 112-116. Method 200 includes storing the new streamed dataelement in the buffer (204). For example, data element 103 can be storedin location 132G of buffer 132.

Method 200 includes adjusting the computation window (205). For example,computation window 133 can be transitioned to computation window 132A.Adjusting the computation window includes removing the earlier streameddata element from the computation window (206) and adding the newstreamed data element to the computation window (207). For example, dataelement 101 is removed from computation window 133A and data element 103is added to computation window 133A.

Method 200 includes iteratively calculating a next standard deviationfor the adjusted computation window by reusing the standard deviationfor the computation window (208). For example, iterative standarddeviation algorithm 134 can be used to calculate standard deviation 143(for computation window 133A) by reusing standard deviation 141 (forcomputation window 133).

Iteratively calculating a next standard deviation includes accessing thenew streamed data element (209). For example, iterative standarddeviation algorithm 134 can access data element 103. Iterativelycalculating a next standard deviation includes accessing the standarddeviation (210). For example, iterative standard deviation algorithm 134can access standard deviation 141.

Iteratively calculating a next standard deviation includesmathematically removing any contribution of the earlier streamed dataelement from the standard deviation (211). For example, iterativelycalculating standard deviation 143 can include contribution removalmodule 136 mathematically removing contribution 151 (i.e., thecontribution from data element 101) from standard deviation 141.Iteratively calculating a next standard deviation includesmathematically adding a contribution of the new streamed data element tothe standard deviation (212). For example, iteratively calculatingstandard deviation 143 can include contribution addition module 137mathematically adding contribution 153 to standard deviation 141.Contribution 153 is a contribution from data element 103.

Iterative standard deviation algorithm 134 can then output standarddeviation 143. As depicted, standard deviation 143 includes contribution162 (a contribution from data element 112), other contributions 152(contributions from data elements 113-116), and contribution 153 (acontribution from data element 103).

203-212 can repeated as newer steamed data elements are received. Forexample, subsequent to calculating standard deviation 143, date element104 can be received. Data element 104 can be placed in location 132Aoverwriting data element 101. Computation window 132A can betransitioned to computation window 132B by removing data element 112 andadding data element 104.

Iterative standard deviation algorithm 134 can be used to calculatestandard deviation 144 (for computation window 133B) by reusing standarddeviation 143 (for computation window 133A). Iterative standarddeviation algorithm 134 can access data element 104. Iterative standarddeviation algorithm 134 can access standard deviation 143. Iterativelycalculating standard deviation 144 can include contribution removalmodule 136 mathematically removing contribution 162 (i.e., thecontribution from data element 112) from standard deviation 143.Iteratively calculating standard deviation 144 can include contributionaddition module 137 mathematically adding contribution 154 to standarddeviation 143. Contribution 154 is a contribution from data element 104.

Iterative standard deviation algorithm 134 can then output standarddeviation 144. As depicted, standard deviation 144 includes othercontributions 152 (contributions for data elements 113-116),contribution 153 (a contribution from data element 103), andcontribution 154 (a contribution from data element 104).

When a next new streaming data element is received, standard deviation144 can be used to iteratively calculate a next standard deviation.

FIG. 3 illustrates data that is accessed from a computation window 300to calculate a standard deviation. For computation window 300, the firstn data elements are accessed to calculate a standard deviation for thefirst window. As time progresses, individual new streamed data elements,for example, n+1, then n+2, then n+3, etc., are accessed to iterativelycalculate next standard deviations. Standard deviations can beiteratively calculated from two time points, two variables containingthe sum of a current time window and previous window, and the standarddeviation for the previous window. Thus, after calculation of thestandard deviation for the first window, computation complexity isreduced to O(1) and remains constant. As n increases the reduction incomputation workload becomes more substantial.

FIG. 4A illustrates equations for iteratively calculating a samplestandard deviation. Formula 401 is a traditional equation forcalculation sample standard deviation. Formula 402 depicts a SUM forS_(n) and formula 403 depicts a SUM for S_(n+1). Formula 404 depicts aSUM for S_(n) relative to the SUM for S_(n).

Formula 405 is an equation for iteratively calculating a sample standarddeviation for n+1 when the sample standard deviation for n is known.Collectively, formula portion 405A removes a contribution from anearlier data element (e.g., x₁) and adds a contribution for a newerelement (e.g., x_(n+1)) to a prior standard deviation.

FIG. 4B illustrates an equation for iteratively calculating a populationstandard deviation. Formula 406 is a traditional equation forcalculating population standard deviation. Formula 407 is an equationfor iteratively calculating population standard deviation for n+1 whenthe standard deviation for n is known.

FIG. 5A illustrates an example of calculating sample standard deviationfor number sequence 501 using traditional algorithms. Window length 502(n) is 10. Windows 503 includes the first ten elements in numbersequence 501. For each window, an average is calculated, the summationelement is calculated, and the square root operation is applied tocalculate the sample standard deviation.

For example, for window 503 the average is calculated to be 5.5.Calculating the average includes 1 division operation and 9 additionoperations. Using the average, the summation element is calculated to be˜9.1666667. Calculating the summation element includes 1 division, 10multiplications, 11 subtractions, and 9 additions. The square rootoperation is application to calculate the standard deviation. Thus, thetotal number of operations includes 1 square root, 2 divisions, 10multiplications, 10 subtractions, and 18 additions.

The same formulas can be used to calculate sample standard deviation forwindows 504 and 505. Each of these calculations also includes 1 squareroot, 2 divisions, 10 multiplications, 10 subtractions, and 18additions.

FIG. 5B illustrates an example of calculating sample standard deviationusing iterative algorithms. The calculations for window 503 areessentially the same as FIG. 5A. Thus, the total number of operationsincludes 1 square root, 2 divisions, 10 multiplications, 10subtractions, and 18 additions.

However, for window 504, formulas 404 and 405 can be used iterativelycalculate the standard deviation for window 504 from the standarddeviation for window 503. Formula 404 can be used to calculate S₁₁.Formula 404 includes 1 addition and 1 subtraction. Formula 405 can thenbe used to calculate the sample standard deviation. Formula 405 includes1 square root, 2 divisions, 3 multiplications, 3 subtractions, and 3additions. Thus, the total operations include 1 square root, 2divisions, 3 multiplications, 4 subtractions, and 4 additions.

Formulas 404 and 405 can also be used to iteratively calculate thesample standard deviation for window 505 from the sample standarddeviation for window 504. These calculations also include 1 square root,2 divisions, 3 multiplications, 4 subtractions, and 4 additions. Assuch, the number of operations used when iteratively calculatingstandard deviation is (potentially substantially) less than when usingtraditional formulas.

Similar calculations for population standard deviation can also bedemonstrated.

FIG. 6 illustrates computational loads for traditional standarddeviation algorithm and iterative standard deviation algorithm for n=10.As depicted, there are fewer multiplication operations, fewersubtraction operations, and fewer addition operations using an iterativealgorithm.

FIG. 7 illustrates computational loads for traditional standarddeviation algorithm and iterative standard deviation algorithm forn=10000. As depicted, there are substantially fewer multiplicationoperations, fewer subtraction operations, and fewer addition operationsusing an iterative algorithm.

Similar differences in computational loads can be demonstrated forpopulation standard deviation as well.

The present invention may be embodied in other specific forms withoutdeparting from its spirit or essential characteristics. The describedembodiments are to be considered in all respects only as illustrativeand not restrictive. The scope of the invention is, therefore, indicatedby the appended claims rather than by the foregoing description. Allchanges which come within the meaning and range of equivalency of theclaims are to be embraced within their scope.

What is claimed:
 1. A method for use at a computer system, the computersystem including one or more processors and system memory, the computersystem having a buffer for storing streamed data elements, the methodfor calculating standard deviation for streamed data elements in acomputation window of the buffer, the method comprising: calculating astandard deviation for a computation window of the buffer, thecomputation window including a streamed data element and one or moreadditional streamed data elements included in the buffer; adjusting thecomputation window of the buffer by adding a new streamed data elementto the buffer; and iteratively calculating a further standard deviationfor the adjusted computation window by reusing the standard deviationfor the computation window, including: mathematically removing anycontribution of the streamed data element from the standard deviation;and mathematically adding a contribution of the new streamed dataelement to the standard deviation.
 2. The method claim 1, furthercomprising accessing the streamed data element and the one or moreadditional streamed data elements from a data stream.
 3. The method ofclaim 2, wherein accessing the streamed data element and one or moreadditional streamed data elements from a data stream comprises accessingthe streamed data element and one or more additional streamed dataelements from a data stream, the data stream including one or more of:stock quotes, audio data, video data, data collected by any sensors, orclosed captioning data.
 4. The method of claim 1, wherein calculating astandard deviation for the computation window comprises calculating asample standard deviation for the computation window.
 5. The method ofclaim 1, wherein calculating a standard deviation for the computationwindow comprises calculating a population standard deviation for thecomputation window.
 6. The method of claim 1, wherein iterativelycalculating a further standard deviation for the adjusted computationwindow by reusing the standard deviation for the computation windowcomprises calculating a sum for the adjusted computation window byadding a value for the new streamed data element to a sum of values forthe computation window and subtracting a value for the streamed dataelement from the sum of values for the computation window.
 7. The methodof claim 1, wherein the buffer is a circular buffer.
 8. A computerprogram product for use at a computer system, the computer system havinga buffer for storing streamed data elements, the computer programproduct for implementing a method for calculating standard deviation forstreamed data elements in a computation window of the buffer, thecomputer program product comprising one or more computer storage deviceshaving stored thereon computer-executable instructions that, whenexecuted at a processor, cause the computer system to perform themethod, including the following: calculate a standard deviation for acomputation window of the buffer, the computation window including astreamed data element and one or more additional streamed data elementsincluded in the buffer; adjust the computation window of the buffer byadding a new streamed data element to the buffer; and iterativelycalculate a further standard deviation for the adjusted computationwindow by reusing the standard deviation for the computation window,including: mathematically remove any contribution of the streamed dataelement from the standard deviation; and mathematically add acontribution of the new streamed data element to the standard deviation.9. The computer program product of claim 8, further comprisingcomputer-executable instructions that, when executed, cause the computersystem to: access the streamed data element and the one or moreadditional streamed data elements from a data stream; and store thestreamed data element and the one or more additional streamed dataelements in the buffer.
 10. The computer program product of claim 9,wherein computer-executable instructions that, when executed, cause thecomputer system to access the streamed data element and the one or moreadditional streamed data elements from a data stream comprisingcomputer-executable instructions that, when executed, cause the computersystem to access the streamed data element and one or more additionalstreamed data elements from a data stream, the data stream including oneor more of: stock quotes, audio data, video data, data collected by anysensors, or closed captioning data.
 11. The computer program product ofclaim 9, wherein computer-executable instructions that, when executed,cause the computer system to store the streamed data element and the oneor more additional streamed data elements in the buffer compriseexecutable instructions that, when executed, cause the computer systemto store the streamed data element and the one or more additionalstreamed data elements in a circular buffer.
 12. The computer programproduct of claim 8, wherein computer-executable instructions that, whenexecuted, cause the computer system to iteratively calculate a furtherstandard deviation for the adjusted computation window comprisecomputer-executable instructions that, when executed, cause the computersystem to calculate a sample standard deviation for the adjustedcomputation window.
 13. The computer program product of claim 8, whereincomputer-executable instructions that, when executed, cause the computersystem to iteratively calculate a further standard deviation for theadjusted computation window comprise computer-executable instructionsthat, when executed, cause the computer system to calculate a populationstandard deviation for the adjusted computation window.
 14. A computersystem, the computer system comprising: one or more processors; systemmemory; a circular buffer for storing streamed data elements, thecircular buffer having a computation window; and one or more computerstorage devices having stored thereon computer-executable instructions,that when executed: calculate a standard deviation from values for astreamed data element and from values for one or more additionalstreamed data elements included in the computation window; adjust thecomputation window of the buffer by adding a value for a new streameddata element to the buffer; and iteratively calculate a further standarddeviation for the adjusted computation window by reusing the standarddeviation for the computation window, including: mathematically removeany contribution of the value for the streamed data element from thestandard deviation; and mathematically add a contribution for the valueof the new streamed data element to the standard deviation.
 15. Thecomputer system of claim 14, wherein the one or more computer storagedevices have further stored thereon computer-executable instructionsthat, when executed: access the streamed data element and the one ormore additional streamed data elements from a data stream; and store thestreamed data element and the one or more additional streamed dataelements in the buffer.
 16. The computer system of claim 15, whereincomputer-executable instructions that, when executed, access thestreamed data element and the one or more additional streamed dataelements from a data stream comprise computer-executable instructionsthat, when executed, access the streamed data element and the one ormore additional streamed data elements from a data stream, the datastream including one or more of: stock quotes, audio data, video data,data collected by any sensors, or closed captioning data.
 17. Thecomputer system of claim 15, wherein computer-executable instructionsthat, when executed, calculate a standard deviation from values incomputation window comprise computer-executable instructions that, whenexecuted, calculate one of: a sample standard deviation from values inthe computation window or a population standard deviation from values inthe computation window.
 18. The computer system of claim 15, whereincomputer-executable instructions that, when executed, iterativelycalculate a further standard deviation for the adjusted computationwindow by reusing the standard deviation for the computation windowcomprise computer-executable instructions that, when executed, calculatea sum for the adjusted computation window by adding a value for the newstreamed data element to a sum of values for streamed data elements inthe computation window and subtracting a value for the streamed elementfrom the sum of values for streamed data elements in the computationwindow.
 19. The computer system of claim 15, wherein computer-executableinstructions that, when executed, iteratively calculate a next standarddeviation for the adjusted computation window comprisecomputer-executable instructions that, when executed, calculate one of:a sample standard deviation the adjusted computation window and apopulation standard deviation for the adjusted computation window. 20.The computer system of claim 15, wherein the one or more additionalstreamed data elements include a closest streamed data element closestin time to the streamed data element, further comprisingcomputer-executable instructions that, when executed: receive a furthernew streamed data element subsequent to receiving the new streamedelement; store the further new streamed data element in the buffer;further adjust the computation window, including: remove the closeststreamed data element from the computation window; and add the furthernew streamed data element to the computation window; iterativelycalculate an additional standard deviation for the further adjustedcomputation window by reusing the further standard deviation for theadjusted computation window, including: access the further new streameddata element; access the further standard deviation; mathematicallyremove any contribution of the closest streamed data element from thefurther standard deviation; and mathematically add a contribution of thefurther new streamed data element to the further standard deviation.